Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 37,38% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 550 | 250 000 | 21 858 CHF | 7 992 CHF | 99,37% | 99,37% |
19/11/2024 | 33,70% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 760 | 250 000 | 24 757 CHF | 8 710 CHF | 99,28% | 99,28% |
18/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 000 CHF | 7 500 CHF | 99,26% | 99,26% |
15/11/2024 | 39,07% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 120 | 250 000 | 20 610 CHF | 7 677 CHF | 99,38% | 99,38% |
14/11/2024 | 20,47% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 878 | 250 000 | 43 762 CHF | 13 487 CHF | 99,35% | 99,35% |
13/11/2024 | 20,13% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 911 | 250 000 | 44 517 CHF | 13 675 CHF | 99,37% | 99,37% |
12/11/2024 | 21,23% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 989 141 | 250 000 | 41 822 CHF | 13 064 CHF | 99,08% | 99,08% |
11/11/2024 | 22,41% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 771 | 251 480 | 39 875 CHF | 12 603 CHF | 91,10% | 91,10% |
08/11/2024 | 16,95% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 931 721 | 474 358 | 50 324 CHF | 30 369 CHF | 99,39% | 99,39% |
07/11/2024 | 16,32% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 900 021 | 460 857 | 50 641 CHF | 30 534 CHF | 99,26% | 99,26% |